Calibrating the prior distribution for a normal model with conjugate prior

DOI10.1080/00949655.2014.951855MaRDI QIDQ5222268zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc5489251

zbMATH Keywords

Bayesian modelprior specificationmean-squared errorpoint and interval estimateshyperparameter

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1631958 (Why is no real title available?)
• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
• scientific article; zbMATH DE number 946667 (Why is no real title available?)
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• A new approach to default priors and robust bayes methodology
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Assessment of locally influential observations in Bayesian models
• Bayesianly justifiable and relevant frequency calculations for the applied statistician
• Comparison of Bayesian and frequentist estimation and prediction for a normal population
• On the Posterior Mean and Variance of a Population Mean
• Statistical Methods for Eliciting Probability Distributions
• The Selection of Prior Distributions by Formal Rules
• The Well-Calibrated Bayesian
• The interplay of Bayesian and frequentist analysis

Cited in

(1)

• Discussion of: ``Specifying prior distributions in reliability applications: towards new formal rules for informative prior elicitation?

Describes a project that uses

Uses Software

• elicit-normlin

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